Are commodity prices chaotic?
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- Deaton, A. & Laroque, G., 1989.
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90-22, Wisconsin Madison - Social Systems.
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"Chaos: Significance, Mechanism, and Economic Applications,"
87-16, C.V. Starr Center for Applied Economics, New York University.
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- Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
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- Ramsey, James B. & Yuan, Hsiao-Jane, 1987. "The Statistical Properties of Dimension Calculations Using Small Data Sets," Working Papers 87-20, C.V. Starr Center for Applied Economics, New York University.
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- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Carol L. Osler & P.H. Kevin Chang, 1995. "Head and shoulders: not just a flaky pattern," Staff Reports 4, Federal Reserve Bank of New York.
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